-1.6%
IQV vs SFM
+217.9%
-219.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.4% |
| 7D | -2.6% | -7.2% | +4.6% | -1.7% |
| 30D | +6.2% | -14.3% | +20.5% | +8.0% |
| 3M | +38.0% | -13.7% | +51.7% | +40.0% |
| 6M | +43.9% | -6.0% | +49.9% | +44.0% |
| YTD | +14.0% | -8.2% | +22.2% | +14.1% |
| 1Y | +35.5% | -46.2% | +81.8% | +45.2% |
| 3Y | +20.3% | +83.6% | -63.2% | +4.0% |
| 5Y | -1.6% | +212.7% | -214.3% | -16.5% |
| All | -1.6% | +217.9% | -219.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling